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Statistics Econ 206 Assignment

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SECTIONA

Answerall EIGHTquestionsfromthissection(5markseach).

1.Considerthestrategic-formgamebelowwithtwoplayers,1 and 2. Solve the
game by iteratively eliminating dominated strategies.

2.Consider an economy with two goods, x and y with prices px and py, respec-
tively. We observe the following choices made by Rob: if px > py he chooses to 
consume only y, and if py > px he chooses to consume only x. Suggest a utility 
function for Rob that represents preferences consistent with the given data.

3.Consider a market for used cars. There are many sellers and even more buyers. 
A seller values a high quality car at 800 and a low quality car at 200. For any 
quality, the value to buyers is m times the value to sellers, where m > 1. All 
agents are risk-neutral. Sellers know the quality of their own car, but buyers 
only know that 2/3 of the cars are low quality and the remaining 1/3 of them 

are high quality. For what values of m do all sellers sell their used cars?

4.If the price elasticity of supply is zero, a tax on suppliers will raise the market 
price. Is this true or false? Explain your answer.

5.AmalconsumespizzasandalsoconsumesgoodOwhichisacompositeofall
othergoods.Hisincome-consumptioncurveisaverticallineasshowninthe
picturebelow.PizzamightbeaGiffengoodforAmal.Isthistrueorfalse?
Explainyouranswer.


6.Anindividualconsumestwogoodsandherpreferencessatisfynon-satiation.It
followsthatatleastoneofthetwogoodsmustbeanormalgood.Isthistrueor
false?Explainyouranswer.

7.Underfirst-degreepricediscrimination,amonopolistproducestheefficientout-
put.Isthistrueorfalse?Explainusinganappropriatediagram.

8.Severalgeneratorspollutetheenvironmentbyemittingcarbondioxide.Gener-
atorshavedifferentcostsofreducingcarbonemissions.Thegovernmentwants
toputacapontotalemissions.Puttingacaponeachgeneratorismoreefficient
comparedtoissuingtradeableemissionspermitstoeachgenerator.Isthistrue
orfalse?Explainyouranswer.

SECTIONB

AnswerTHREEquestionsfromthissection(20markseach).

9.(a)Considerthefollowingsimultaneousmovegamewithtwoplayers


Considerthepurestrategiesofplayer1.NotethatA1doesnotdominate

B1,andB1doesnotdominateA1.Isitpossibleforamixedstrategyof
player1tobeadominantstrategy?Explain.                                                                                                              [5marks]
(Hint:Foranymixedstrategyof1tobeadominantstrategy,itmustdom-
inatebothA1andB1.Isthispossible?)

(b)Forthefollowingextensive-formgame:
i.IdentifythepureandmixedstrategyNashEquilibria.                                                                                                           [5marks]

ii.IdentifyallSubgamePerfectNashequilibria.                                 [5marks]

isanequilibriumoftheinfinitelyrepeatedgameinwhich(C,C)isplayed ineveryperiod.Youranswermuststatethestrategiesoftheplayersclearly.

[5marks]

2

consumingtheunitofqualityqatpricet.Ifhedecidesnottobuy,hegetsa utilityofzero.θcantaketwovaluesθ1=1andθ2=4.

(a)Supposethesellercanobserveθ.Derivetheprofitmaximizingprice-quality
pairsofferedwhenthetypeisθ1=1andwhenthetypeisθ2=4.

[6marks]

(b)Provethatthefullinformationprice-qualitypairsarenotincentivecom- patibleifthesellercannotobserveθ.                                                                                                                                                                                                                  [7marks]

(c)Supposethesellercannotobserveθ,andsupposehedecidestosetq1=
1/4andq2=4.Calculatetheoptimalvaluesoft1andt2suchthatboth
typesparticipate,typeθ1=1takesthecontract(q1,t1)andtypeθ2=4
takesthecontract(q2,t2).                                                                                                                                                                                                                                                                                                                                                                                                                                                       [7marks]
[Hint:writedowntheparticipationconstraintoftypeθ1andtheincentive
constraintoftypeθ2andsolvefort1andt2.]

11.Supposetwofirms(1and2)selldifferentiatedproductsandcompetebysetting
prices.Thedemandfunctionsare

q1=7−P1+

and

q2=7−P2+

P1

2

Firmshaveazerocostofproduction.
(a)FindtheNashequilibriuminthesimultaneous-movegame.Alsofindthe

quantitiessoldbyeachfirm.                                                                                         [5marks]

(b)Findthesubgame-perfectequilibriumif1movesbefore2.Alsofindthe quantitiessoldbyeachfirm.                                                                                         [5marks]

(c)Calculatetheprofitsofthetwofirmsforthecaseinpart(b).Whichfirm getsahigherprofit,thefirstmoverorthesecondmover?                   [5marks]

(d)Brieflyexplaintheintuitionfortheresultinpart(c).                                      [5marks]

12.Ariskneutralprincipalhiresariskaverseagenttoworkonaproject.The
agent’sutilityfunctionis

V(w,ei)=√wg(ei),

wherewiswage,g(ei)isthedisutilityassociatedwiththeeffortleveleiexerted
ontheproject.
Theagentcanchooseoneoftwopossibleeffortlevels,eHoreL,withassociated
disutilitylevelsg(eH)=2,andg(eL)=1.Iftheagentchooseseffortlevel
eH,theprojectyields20withprobability3/4,and0withprobability1/4.Ifhe
chooseseL,theprojectyields20withprobability1/4and0withprobability3/4.
Thereservationutilityoftheagentis0.
Let{wH,wL}beanoutput-contingentwagecontract,wherewHisthewage
paidiftheprojectyields20,andwListhewageiftheyieldis0.Theagent
receivesafixedwageifwH=wL.

(a)Ifeffortisobservable,whicheffortlevelshouldtheprincipalimplement?
Whatisthebestwagecontractthatimplementsthiseffort?                     [8marks]

(b)Supposeeffortisnotobservable.Whatistheoptimalcontractthatthe
principalshouldoffertheagent?Whateffortleveldoesthiscontractim-
plement?                                                                                                              [8marks]

(c)Explaininwordswhytheprincipal’spayoffdiffersacrossthecasescon- sideredinparts(a)and(b)above.                                                                               [4marks]

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